Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,24% | 7,61 CHF | 7,62 CHF | 51 000 | 51 000 | 20 449 | 20 449 | 156 394 CHF | 156 692 CHF | 99,76% | 99,76% |
19/11/2024 | 0,25% | 7,55 CHF | 7,56 CHF | 52 000 | 52 000 | 20 966 | 20 966 | 155 013 CHF | 155 319 CHF | 99,97% | 99,97% |
18/11/2024 | 0,25% | 7,43 CHF | 7,44 CHF | 52 000 | 52 000 | 20 447 | 20 447 | 149 024 CHF | 149 319 CHF | 99,82% | 99,82% |
15/11/2024 | 0,23% | 7,41 CHF | 7,42 CHF | 52 000 | 52 000 | 20 060 | 20 060 | 153 298 CHF | 153 587 CHF | 98,81% | 98,81% |
14/11/2024 | 0,22% | 8,08 CHF | 8,09 CHF | 49 000 | 49 000 | 19 454 | 19 454 | 157 252 CHF | 157 534 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 7,96 CHF | 7,97 CHF | 50 000 | 50 000 | 19 511 | 19 511 | 158 936 CHF | 159 219 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 8,31 CHF | 8,32 CHF | 49 000 | 49 000 | 18 148 | 18 148 | 152 317 CHF | 152 574 CHF | 95,73% | 99,66% |
11/11/2024 | 0,21% | 8,53 CHF | 8,54 CHF | 48 000 | 48 000 | 18 661 | 18 661 | 161 907 CHF | 162 176 CHF | 99,46% | 99,46% |
08/11/2024 | 0,20% | 8,74 CHF | 8,75 CHF | 47 000 | 47 000 | 18 351 | 18 351 | 163 260 CHF | 163 525 CHF | 99,95% | 99,95% |
07/11/2024 | 0,39% | 9,23 CHF | 9,24 CHF | 45 000 | 45 000 | 14 278 | 14 278 | 125 292 CHF | 125 552 CHF | 97,49% | 97,49% |